Option Pricing with a Pentanomial Lattice Model that Incorporates Skewness and Kurtosis
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Publication:3445888
DOI10.1080/13504860600659172zbMath1281.91170MaRDI QIDQ3445888
James A. Primbs, Yuji Yamada, Muruhan Rathinam
Publication date: 7 June 2007
Published in: Applied Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/13504860600659172
91G20: Derivative securities (option pricing, hedging, etc.)
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